Scenario:

You set up a new Windows Server with MS-SQL and load your databases and executables to the new server.

Then you try and run your program and it will not find or connect to the local SQL Server.

Resolution:

By default, MS sets new installations of Windows Server systems to have the firewall active. But it also defaults to NOT showing any notifications for newly installed programs. So just trying to run your perfectly good EXE with perfectly good connection settings will fail to see or connect to your database.
You need to go to your Control Panel, search for Firewall, and then turn on the check box…

    [x] Notify me when Windows Firewall blocks a new app.  

Do this for both the private and public networks settings.

Now when you try running your EXE, it will notify you, and you can tell it to Allow the application.